+35.3%
WAT vs AVAV
+32.4%
+2.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.1% |
| 7D | +3.4% | 0.0% | +3.4% | +3.2% |
| 30D | +9.6% | -9.9% | +19.6% | +10.6% |
| 3M | +15.5% | -34.7% | +50.2% | +20.7% |
| 6M | +33.9% | -26.6% | +60.5% | +36.8% |
| YTD | +25.2% | -48.9% | +74.1% | +31.0% |
| 1Y | +26.3% | -63.0% | +89.3% | +37.2% |
| 3Y | +85.8% | +1.6% | +84.2% | +71.0% |
| 5Y | +35.3% | +34.5% | +0.8% | +13.7% |
| All | +35.3% | +32.4% | +2.9% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling